Combine olive oil, lemon juice, mustard, shallot, garlic, salt, and pepper in a bowl. Set dressing aside.

Heat olive oil in a skillet over medium heat. Add almonds and cook until just browned, 1 to 2 minutes.

Toss kale, Brussels sprouts, and toasted almonds in a bowl with the dressing. Add Pecorino Romano cheese and serve immediately or allow to sit about 30 minutes for flavors to meld.